Model reduction in stochastic environments

E. Forgoston, L. Billings, I. B. Schwartz

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review


We present a general theory of stochastic model reduction which is based on a normal form coordinate transform method of A. J. Roberts. This nonlinear, stochastic projection allows for the deterministic and stochastic dynamics to interact correctly on the lower-dimensional manifold so that the dynamics predicted by the reduced, stochastic system agrees well with the dynamics predicted by the original, high-dimensional stochastic system. The method may be applied to any system with well-separated time scales. In this article, we consider a physical problem that involves a singularly perturbed Duffing oscillator as well as a biological problem that involves the prediction of infectious disease outbreaks.

Original languageEnglish
Title of host publicationStochastic Pdes And Modelling Of Multiscale Complex System
PublisherWorld Scientific Publishing Co.
Number of pages25
ISBN (Electronic)9789811200359
StatePublished - 1 Jan 2019


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